You don't "make games" with Code::Blocks. Code::Blocks is a free C++ integrated development environment(IDE). Meaning that you can write C++ programs with Code::Blocks, including games.
By asking the question you did, it is apparent you are not familiar even with C++ let alone how to make games with it. Thus, the first thing you need to do is learn C++ programming (or some other language, such as Python, that might be easier to learn how to program in as a first language).
C++ tutorials are plentiful: http://www.google.com/search?hl=en&safe=off&q=c%2B%2B+tutorial&btnG=Search
It's not quite so simple, unfortunately. Code::Blocks is only an IDE, you can't "make games" with it per se, you can only use it to write and compile code. If you want to make games, you'll need a little more than just a copy of Code::Blocks.
First you'll need to learn a programming language. I'm guessing you've never programmed before, so I would suggest something more along the lines of Python, Java or even Game Maker. If you're absolutely intent on using Code::Blocks then you'll need to learn C or C++. There are a multitude of resources on all of these, so you shouldn't have any problems in that regard.
Next you'll need the appropriate library for making games. pygame for example is a good choice in python, and there are a wide variety of multimedia libraries for C/C++. Game Maker has all of this functionality built in.
Once you know a programming language and have some libraries to help you out, then IDEs like Code::Blocks can make your life a little easier by helping you manage the large amounts of code required to make a game.
(As a side note, the forums mangled my original "C++" link. Apparently the forum software doesn't like it when you write C++ as a link. Someone might want to look into that.)